Apart from the 12 deals previously mentioned, there are 29 additional deals, as outlined in the table below, that would experience impairment in their single-B tranches under a scenario in which underlying assets...
Please refer to the tables below for historical new issue pricing data of EU CLO BB–B across various market conditions.
Redeemed EU CLO Single-B Tranches: IRRs By Vintage 106 redeemed single B tranches (original and refinanced/reset) are included in this...
EU CLO Managers' MV Alpha Metrics and their BB and B Prints The tables below show the list of managers'...
EU CLO Single-B Tranches: OID Trend YTD CLO rated tranches with an original issue discounted (OID) price could cost more...
Redeemed EU CLO Single-B Tranches: IRRs By Vintage (Updated) 79 redeemed single B tranches are included in this sample. Deals...
